Lindley, DV, and Smith, AFM, "Bayes Estimates for the Linear Model". Journal of the Royal Statistical Society. Series B (Methodological), Vol. 34, No. 1. (1972), pp. 1-41. Get it from JSTOR (basics for Bayesian hierarchical models).

Tanner, MA, and Wong, WH, "The Calculation of Posterior Distributions by Data Augmentation". Journal of the American Statistical Association, Vol. 82, No. 398. (Jun., 1987), pp. 528-540. Get it from JSTOR (demonstration that two block Gibbs sampling works).

Gelfand, AE, and Smith, AFM, "Sampling-Based Approaches to Calculating Marginal Densities". Journal of the American Statistical Association, Vol. 85, No. 410. (Jun., 1990), pp. 398-409. Get it from JSTOR (one of the most cited papers in statistics).